+540.3%
ORLY vs SE
+589.8%
-49.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -0.7% | -6.1% | +5.4% | -0.3% |
| 30D | -5.9% | -2.5% | -3.5% | -5.9% |
| 3M | -0.6% | +21.7% | -22.3% | -2.0% |
| 6M | -6.8% | +27.0% | -33.8% | -8.5% |
| YTD | -3.6% | -12.1% | +8.5% | -3.5% |
| 1Y | -16.3% | -40.9% | +24.6% | -14.2% |
| 3Y | +39.1% | +191.0% | -151.8% | +25.7% |
| 5Y | +125.4% | -68.3% | +193.7% | +133.2% |
| All | +540.3% | +589.8% | -49.5% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling